BAP · Expected Move
Credicorp LTD
The expected move for BAP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BAP straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BAP Expected Move
30-Day Straddle
$37.00
7-Day Straddle
$14.25
30-Day ATM IV
33.6%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to BAP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $37.00 | $14.25 | 33.6% | 20% |
| 20261002 | $17.85 | $17.85 | 32.7% | 18% |
| 20261001 | $17.45 | $17.45 | 32.7% | 17% |
| 20260930 | $17.80 | $17.80 | 32.8% | 18% |
| 20260929 | $19.80 | $19.80 | 32.2% | 16% |
| 20260928 | $18.25 | $18.25 | 32.0% | 15% |
| 20260925 | $20.00 | $20.00 | 30.7% | 10% |
| 20260924 | $20.95 | $20.95 | 30.8% | 11% |
| 20260923 | $22.15 | $22.15 | 31.4% | 13% |
| 20260922 | $23.95 | $23.95 | 30.3% | 9% |
| 20260921 | $24.00 | $24.00 | 31.1% | 12% |
| 20260918 | $23.90 | $7.07 | 28.2% | 1% |
| 20260917 | $23.90 | $6.82 | 27.9% | 0% |
| 20260916 | $26.95 | $7.53 | 31.1% | 12% |
| 20260915 | $27.50 | $9.20 | 31.7% | 14% |
| 20260914 | $27.95 | $10.60 | 31.1% | 12% |
| 20260911 | $29.15 | $12.35 | 31.1% | 12% |
| 20260910 | $28.20 | $11.95 | 29.7% | 7% |
| 20260909 | $29.60 | $14.60 | 30.2% | 8% |
| 20260908 | $30.60 | $14.95 | 31.2% | 12% |
| 20260904 | $29.85 | $14.90 | 27.8% | 0% |
| 20260903 | $31.45 | $17.70 | 29.1% | 1% |
| 20260902 | $18.50 | $18.50 | 30.5% | 6% |
| 20260901 | $19.95 | $19.95 | 31.0% | 8% |
| 20260831 | $19.75 | $19.75 | 30.7% | 7% |
| 20260828 | $20.50 | $20.50 | 30.0% | 4% |
| 20260827 | $22.60 | $22.60 | 30.4% | 6% |
| 20260826 | $22.00 | $22.00 | 30.1% | 5% |
| 20260825 | $24.90 | $24.90 | 31.2% | 9% |
| 20260824 | $24.95 | $24.95 | 31.7% | 11% |
| 20260821 | $25.30 | $4.03 | 30.5% | 6% |
| 20260820 | $26.15 | $6.68 | 31.6% | 10% |
| 20260819 | $26.05 | $8.03 | 31.0% | 8% |
| 20260818 | $26.75 | $10.53 | 31.2% | 9% |
| 20260817 | $28.00 | $11.05 | 31.2% | 9% |
| 20260814 | $27.50 | $14.10 | 28.8% | 0% |
| 20260813 | $32.95 | $23.15 | 36.3% | 15% |
| 20260812 | $33.70 | $22.45 | 36.4% | 15% |
| 20260811 | $36.60 | $24.30 | 38.7% | 25% |
| 20260810 | $38.35 | $24.00 | 38.4% | 24% |
| 20260807 | — | — | 38.7% | 32% |
| 20260806 | $43.60 | $29.75 | 41.1% | 42% |
| 20260805 | $30.40 | $30.40 | 40.9% | 41% |
| 20260804 | $30.75 | $30.75 | 41.4% | 43% |
| 20260803 | $31.75 | $31.75 | 41.6% | 44% |
| 20260731 | $33.10 | $33.10 | 41.2% | 42% |
| 20260730 | $32.25 | $32.25 | 39.8% | 36% |
| 20260729 | $33.10 | $33.10 | 41.0% | 41% |
| 20260728 | $33.40 | $33.40 | 41.2% | 42% |
| 20260727 | $34.10 | $34.10 | 41.2% | 42% |
| 20260724 | $35.80 | $35.80 | 41.5% | 43% |
| 20260723 | $37.15 | $37.15 | 42.4% | 47% |
| 20260722 | $37.65 | $37.65 | 41.7% | 44% |
| 20260721 | $37.20 | $37.20 | 41.3% | 45% |
| 20260720 | $38.35 | $38.35 | 41.8% | 47% |
| 20260716 | $39.55 | $8.00 | 40.7% | 43% |
| 20260715 | $40.75 | $10.50 | 40.3% | 41% |
| 20260714 | $41.60 | $13.20 | 41.0% | 44% |
| 20260713 | $41.45 | $14.55 | 41.2% | 46% |
| 20260710 | $42.85 | $15.05 | 39.2% | 43% |
More on BAP
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.